- Function GMP::Solution::GetPenalizedObjective(GMP, solution1, solution2, skipObj)
GMP::Solution::GetPenalizedObjective
The function GMP::Solution::GetPenalizedObjective
calculates the
penalized objective for a generated mathematical program by using the
level values of the columns in a first solution and the shadow prices in
a second solution as the penalty multipliers for the rows. To avoid a
very large value, the penalized objective value is divided by the square
of the number of rows.
GMP::Solution::GetPenalizedObjective(
GMP, ! (input) a generated mathematical program
solution1, ! (input) a solution
solution2, ! (input) a solution
[skipObj] ! (optional, default 0) a scalar value
)
Arguments
- GMP
An element in
AllGeneratedMathematicalPrograms
.- solution1
An integer scalar reference to a solution.
- solution2
An integer scalar reference to a solution.
- skipObj
A scalar binary value to indicate whether the objective defining constraint should be skipped (value 1) or not (value 0).
Return Value
In case of success, the penalized objective function value of the GMP associated with both solutions. Otherwise it returns -1e80 for a maximization problem, and 1e80 for a minimization problem (or a feasibility problem).
Note
Assume that
where
See also
The procedure GMP::Solution::UpdatePenaltyWeights
.